Parallel Sessions

Common Factor Decomposition of the Cause-specifc Mortality Rates using the Cointegration Analysis

• Viktoriya Glushko, Severine Arnold

Cause of Death Mortality: International Trends by Socio-Economic Group

• Andrew Cairns, Cristian Redondo, David Blake, Kevin Dowd, Malene Kallestrup Lamb, Carsten Rosenskjol

Mortality by Cause of Death and Forecasts by Compositional Time Series

• Samuel Piveteau, Julien Tomas

A Forecast Reconciliation Approach to Cause-of-death Mortality Modeling

• Han Li, Hong Li, Yang Lu

Minimum Reversion in Mortality Models for Multiple Populations

• Torsten Kleinow, Michel Vellekoop

A new inference strategy for general population mortality tables

• Alexandre Boumezoued, Marc Hoffmann, Paulien Jeunesse

Using Taiwan's National Health Insurance Database to Estimate Inpatient and Terminal Care of the Elderly

• Jack C Yue

An Econometric Study on the Duration of Long-Term Care: Main Drivers and Substitution Effect

• Michel Fuino and Joël Wagner

Social Security and the Increasing Longevity Gap

• Eytan Sheshinski, Frank N. Caliendo

The effect of longevity risk on the sustainability & inter-generational equity of public and private transfer systems

• David McCarthy, Po Lin Wang

The Role of Deferred Group-Self Annuitisation Products for Australian Retirees

• Estelle LIU, David Bell

Portfolio insurance strategies for target annuitisation funds

• Mengyi Xu, Michael Sherris, Adam Wenqiang Shao

Incorporating taxation in the valuation of variable annuity contracts: the case of the guaranteed minimum accumulation benefit

• Jennifer Alonso-Garcia, Michael Sherris, Samuel Thirurajah, Andres Villegas, Jonathan Ziveyi

Consistently modelling unisex mortality rates

• Peter Hieber

Coherent mortality forecasting for less developed countries

• Pintao Lyu, Hong Li, Yang Lu

The Fundamental Factor Driving the Dynamics of Mortality Rates

• Chenghsien Tsai, Richard D. MacMinn, Ko-Lun Kung

Modelling and Forecasting Suicide Rates

• Yunus Ergemen, Malene Kallestrup-Lamb

Mortality Forecasting by Cause of Death and Basis Risk Modelling with Compositional Data

• Julien Tomas, Samuel Piveteau

Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths

• Soren Kjaergaard, Yunus Emre Ergemen, Malene Kallestrup-Lamb, Jim Oeppen, Rune Lindahl-Jacobsen

An Investigation into the impact of Deprivation on Demographic inequalities in Adults

• Les Mayhew, Gillian Harper, Andres R Villegas

Multi-population Socio-economic Differentiation in Experienced Mortality with Application to Porfolio-specific Mortality Data

• Ahmad Salahnejhad Ghalehjooghi, Pintao Lyu

An investigation of period and cohort effects in multi-population data, with an application to French regional mortality data from 1901-2014

• Hippolyte d’Albis, Florian Bonnet, David McCarthy, Po Lin Wang

Modelling and Forecasting Stochastic Mortality for Dependent Lives through Subordinators

• Yuxin Zhang, Patric Brockett, Rafael Mendoza-Arriaga, Kumar Muthuraman

Unraveling relevant risk factors explaining pension fund mortality: a case study in the Netherlands

• Frank van Berkum, Katrien Antonio, Michel Vellekoop

Age Heaping in Population Data of Emerging Countries

• Andres Barajas, Andrew Cairns, Torsten Kleinow

A Study of Morbidity and Mortality related to Diabetes Mellitus Type 2 in Taiwan

• Hsin-Chung Wang, Jack C. Yue, I-Han Wang

QPP multi-population data analysis

• Jie Wen, Andrew Cairns, Torsten Kleinow

Longevity-Linked Annuities: Benefit Structures and Risk Sharing Profiles

• Annamaria Oliveri

Discount Rate to Calculate a Programme Withdrawal Pension: An Alternative Methodology with Utility Maximisation

• Elio Sanchez

Cohort and Value-Based Multi-Country Longevity Risk Management

• Jonathan ZIVEYI, Michael Sherris, Yajing Xu

A Further Investigation of Longevity Greeks: Dynamic Delta, Leverage Effect and Security Structures

• Johnny LI, Kenneth Zhou

Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes

• Johnny LI, Jackie Li, Uditha Balasooriyad, Kenneth Zhou

Household default probability (HDP) in a two-person household financial planning model

• Pawel Rokita, Pietrzyk Radoslaw

The Move Towards Riskier Pension Products in the World’s Best Pension Systems

• Malene Kallestrup-lamb, Anne G. Balter, Jesper Rangvid

The Impact of Systematic Longevity Risk on Optimal Lifecycle Portfolio Choice with Tontines

• Ralph Rogalla, Jan-Hendrik Weinert, Irina Gemmo

Health Status Mortality Modeling Based on A Multiple-state Markov Aging Model

• Yulong LI, Michael Sherris, Jonathan Ziveyi, Andrés Villegas Ramirez

Beyond health expectancy: a matrix approach to variance in healthy longevity, in prevalence- and incidence-based analyses

• Hal Caswell, Virginia Zarulli

The many uses of VAR for Longevity Trend Risk

• Steven J Richards, Iain Currie, Gavin Ritchie, Torsten Kleinow

The Importance Of Genetics On Longevity Risk. A Study Based On Half A Million Lives In The UK Biobank Cohort

• Peter Banthorp

The role, or non-role, of constraints in the forecasting of mortality

• Iain Currie

Anticipating the new life market: Bounds for longevity-linked derivatives

• Hamza Hanbali, Daniël Linders, Jan Dhaene

Addressing Longevity Risk

• Nigel Aston

Creating Effective and Innovative Index-based Longevity Solutions

• James Maloney

Mortality in the US by education level

• Cristian Redondo Loures, Andrew J. G. Cairns

Gaussian Process Models for Mortality Rates and Improvement Factors: An Interactive R Markdown Approach

• Jimmy Risk

AIR Longevity/Mortality Model

• Kieran Borrett

Longevity Risk Transfer Transactions - a legal and regulatory perspective

• Nicholas Bugler, Kirsty Maclean